Goldman Sachs Put 160 BEI 19.12.2.../  DE000GG37JX4  /

EUWAX
2024-06-07  10:44:15 AM Chg.+0.07 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
1.99EUR +3.65% -
Bid Size: -
-
Ask Size: -
BEIERSDORF AG O.N. 160.00 EUR 2025-12-19 Put
 

Master data

WKN: GG37JX
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 160.00 EUR
Maturity: 2025-12-19
Issue date: 2024-02-09
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.53
Leverage: Yes

Calculated values

Fair value: 1.71
Intrinsic value: 1.71
Implied volatility: 0.24
Historic volatility: 0.14
Parity: 1.71
Time value: 0.49
Break-even: 138.10
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.28
Spread %: 14.66%
Delta: -0.52
Theta: -0.01
Omega: -3.37
Rho: -1.47
 

Quote data

Open: 1.99
High: 1.99
Low: 1.99
Previous Close: 1.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.58%
1 Month
  -2.93%
3 Months
  -33.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.97 1.89
1M High / 1M Low: 2.05 1.80
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.93
Avg. volume 1W:   0.00
Avg. price 1M:   1.92
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -